Windows messenger alert/norton antivirus ???

I've recently been getting a pop-up notice about windows messenger saying a newer version is available, I must install in order to continue. This notice has been pestering me to no end and there''s no way to close it without clicking yes or no. I got tired of fighting with it, so I finally clicked yes and "something" installed. I've heard from a friend that this is how some of the "nasties" get into your system and i'm afraid i might have something. I keep my windows updates current, my spyware removal is current (ad-ware, spybot search and destroy, windows malware remover) and until just now, my norton antivirus is current. I just tried to update my norton antivirus and the last 2 updates will not install. Did i do something i shouldn't have, and if so, how do i check to see what evil things I'm infected with and how to get rid of them. I'm not really "computer savy" so please be patient with me and by all means, make your suggestions "***** proof", I'm a little slow and a "virgin" with bugs and other evil things.